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SYMPLECTIC DISCONTINUOUS GALERKIN FULL DISCRETIZATION FOR STOCHASTIC MAXWELL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 4, 页码: 2197-2217
作者:  Chen, Chuchu
收藏  |  浏览/下载:106/0  |  提交时间:2022/04/02
stochastic Maxwell equations  symplectic dG full discretization  mean-square convergence  
ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 1, 页码: 70-95
作者:  Chen, Chuchu;  Liu, Di
收藏  |  浏览/下载:139/0  |  提交时间:2020/01/10
stochastic delay differential equation  invariant measure  ergodicity  weak convergence order  Malliavin calculus  Poisson random measure  
STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841
作者:  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载:164/0  |  提交时间:2020/01/10
one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus  
NUMERICAL ANALYSIS ON ERGODIC LIMIT OF APPROXIMATIONS FOR STOCHASTIC NLS EQUATION VIA MULTI-SYMPLECTIC SCHEME 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 1, 页码: 305-327
作者:  Hong, Jialin;  Wang, Xu;  Zhang, Liying
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/30
stochastic Schriidinger equation  multiplicative noise  unique ergodicity  multisymplectic scheme  weak error  
Weak approximations and extrapolations of stochastic differential equations with jumps 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2000, 卷号: 37, 期号: 6, 页码: 1747-1767
作者:  Liu, XQ;  Li, CW
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
jump diffusion  Ito-Taylor expansion  weak convergence  extrapolation method